-94.5%
AIRS vs SPY
+76.9%
-171.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | -0.4% | +16.6% | +17.0% |
| 7D | +56.7% | +2.6% | +54.1% | +49.7% |
| 30D | -41.1% | -2.0% | -39.1% | -38.1% |
| 3M | -75.2% | -2.8% | -72.5% | -73.2% |
| 6M | -82.0% | +2.1% | -84.2% | -82.3% |
| YTD | -57.7% | +11.5% | -69.2% | -64.6% |
| 1Y | -85.4% | +13.5% | -98.8% | -88.1% |
| 3Y | -83.3% | +77.7% | -161.0% | -93.9% |
| 5Y | -94.2% | +72.6% | -166.9% | -97.5% |
| All | -94.5% | +76.9% | -171.4% | -97.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling